On the equivalence of financial structures with long-term assets
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Publication:506376
DOI10.1007/s11579-016-0169-5zbMath1405.91728OpenAlexW3121701818MaRDI QIDQ506376
Jean-Marc Bonnisseau, Achis Chery
Publication date: 31 January 2017
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-016-0169-5
financial equilibriumreduced formslong-term assetsmulti-period modelequivalent financial structuresfinancial sub-structure
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Cites Work
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- Reduced equivalent form of a financial structure
- Stability of marketable payoffs with long-term assets
- Existence of financial equilibria with restricted participation
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- On the equivalence of financial structures with short-term assets
- A remark on the set of arbitrage‐free prices in a multi‐period model
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